CME Canadian Dollar Future December 2012


Trading Metrics calculated at close of trading on 18-Oct-2012
Day Change Summary
Previous Current
17-Oct-2012 18-Oct-2012 Change Change % Previous Week
Open 1.0126 1.0214 0.0088 0.9% 1.0202
High 1.0219 1.0231 0.0012 0.1% 1.0246
Low 1.0117 1.0128 0.0011 0.1% 1.0153
Close 1.0214 1.0135 -0.0079 -0.8% 1.0193
Range 0.0102 0.0103 0.0001 1.0% 0.0093
ATR 0.0065 0.0068 0.0003 4.2% 0.0000
Volume 94,272 88,079 -6,193 -6.6% 319,179
Daily Pivots for day following 18-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0474 1.0407 1.0192
R3 1.0371 1.0304 1.0163
R2 1.0268 1.0268 1.0154
R1 1.0201 1.0201 1.0144 1.0183
PP 1.0165 1.0165 1.0165 1.0156
S1 1.0098 1.0098 1.0126 1.0080
S2 1.0062 1.0062 1.0116
S3 0.9959 0.9995 1.0107
S4 0.9856 0.9892 1.0078
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0476 1.0428 1.0244
R3 1.0383 1.0335 1.0219
R2 1.0290 1.0290 1.0210
R1 1.0242 1.0242 1.0202 1.0220
PP 1.0197 1.0197 1.0197 1.0186
S1 1.0149 1.0149 1.0184 1.0127
S2 1.0104 1.0104 1.0176
S3 1.0011 1.0056 1.0167
S4 0.9918 0.9963 1.0142
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0231 1.0105 0.0126 1.2% 0.0078 0.8% 24% True False 86,129
10 1.0256 1.0105 0.0151 1.5% 0.0072 0.7% 20% False False 77,559
20 1.0257 1.0099 0.0158 1.6% 0.0066 0.6% 23% False False 77,595
40 1.0359 1.0026 0.0333 3.3% 0.0063 0.6% 33% False False 57,121
60 1.0359 0.9814 0.0545 5.4% 0.0058 0.6% 59% False False 38,248
80 1.0359 0.9620 0.0739 7.3% 0.0058 0.6% 70% False False 28,791
100 1.0359 0.9545 0.0814 8.0% 0.0058 0.6% 72% False False 23,083
120 1.0359 0.9545 0.0814 8.0% 0.0057 0.6% 72% False False 19,260
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 1.0669
2.618 1.0501
1.618 1.0398
1.000 1.0334
0.618 1.0295
HIGH 1.0231
0.618 1.0192
0.500 1.0180
0.382 1.0167
LOW 1.0128
0.618 1.0064
1.000 1.0025
1.618 0.9961
2.618 0.9858
4.250 0.9690
Fisher Pivots for day following 18-Oct-2012
Pivot 1 day 3 day
R1 1.0180 1.0168
PP 1.0165 1.0157
S1 1.0150 1.0146

These figures are updated between 7pm and 10pm EST after a trading day.

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